| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
2,683.0 |
2,675.0 |
-8.0 |
-0.3% |
2,734.0 |
| High |
2,738.0 |
2,761.0 |
23.0 |
0.8% |
2,778.0 |
| Low |
2,641.0 |
2,658.0 |
17.0 |
0.6% |
2,333.0 |
| Close |
2,701.0 |
2,739.0 |
38.0 |
1.4% |
2,465.0 |
| Range |
97.0 |
103.0 |
6.0 |
6.2% |
445.0 |
| ATR |
103.2 |
103.2 |
0.0 |
0.0% |
0.0 |
| Volume |
2,006,651 |
2,135,663 |
129,012 |
6.4% |
13,912,516 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.3 |
2,986.7 |
2,795.7 |
|
| R3 |
2,925.3 |
2,883.7 |
2,767.3 |
|
| R2 |
2,822.3 |
2,822.3 |
2,757.9 |
|
| R1 |
2,780.7 |
2,780.7 |
2,748.4 |
2,801.5 |
| PP |
2,719.3 |
2,719.3 |
2,719.3 |
2,729.8 |
| S1 |
2,677.7 |
2,677.7 |
2,729.6 |
2,698.5 |
| S2 |
2,616.3 |
2,616.3 |
2,720.1 |
|
| S3 |
2,513.3 |
2,574.7 |
2,710.7 |
|
| S4 |
2,410.3 |
2,471.7 |
2,682.4 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,860.3 |
3,607.7 |
2,709.8 |
|
| R3 |
3,415.3 |
3,162.7 |
2,587.4 |
|
| R2 |
2,970.3 |
2,970.3 |
2,546.6 |
|
| R1 |
2,717.7 |
2,717.7 |
2,505.8 |
2,621.5 |
| PP |
2,525.3 |
2,525.3 |
2,525.3 |
2,477.3 |
| S1 |
2,272.7 |
2,272.7 |
2,424.2 |
2,176.5 |
| S2 |
2,080.3 |
2,080.3 |
2,383.4 |
|
| S3 |
1,635.3 |
1,827.7 |
2,342.6 |
|
| S4 |
1,190.3 |
1,382.7 |
2,220.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,761.0 |
2,333.0 |
428.0 |
15.6% |
176.0 |
6.4% |
95% |
True |
False |
3,239,662 |
| 10 |
2,788.0 |
2,333.0 |
455.0 |
16.6% |
126.9 |
4.6% |
89% |
False |
False |
2,502,670 |
| 20 |
2,956.0 |
2,333.0 |
623.0 |
22.7% |
97.6 |
3.6% |
65% |
False |
False |
2,047,038 |
| 40 |
2,956.0 |
2,333.0 |
623.0 |
22.7% |
67.9 |
2.5% |
65% |
False |
False |
1,534,686 |
| 60 |
2,956.0 |
2,333.0 |
623.0 |
22.7% |
59.5 |
2.2% |
65% |
False |
False |
1,046,169 |
| 80 |
2,956.0 |
2,333.0 |
623.0 |
22.7% |
62.2 |
2.3% |
65% |
False |
False |
785,317 |
| 100 |
2,975.0 |
2,333.0 |
642.0 |
23.4% |
57.0 |
2.1% |
63% |
False |
False |
629,187 |
| 120 |
2,975.0 |
2,333.0 |
642.0 |
23.4% |
54.2 |
2.0% |
63% |
False |
False |
524,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.8 |
|
2.618 |
3,030.7 |
|
1.618 |
2,927.7 |
|
1.000 |
2,864.0 |
|
0.618 |
2,824.7 |
|
HIGH |
2,761.0 |
|
0.618 |
2,721.7 |
|
0.500 |
2,709.5 |
|
0.382 |
2,697.3 |
|
LOW |
2,658.0 |
|
0.618 |
2,594.3 |
|
1.000 |
2,555.0 |
|
1.618 |
2,491.3 |
|
2.618 |
2,388.3 |
|
4.250 |
2,220.3 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.2 |
2,713.3 |
| PP |
2,719.3 |
2,687.7 |
| S1 |
2,709.5 |
2,662.0 |
|